Bayesian variable selection in structured high-dimensional covariate spaces with applications in genomics

We consider the problem of variable selection in regression modeling in high-dimensional spaces where there is known structure among the covariates. This is an unconventional variable selection problem for two reasons: (1) The dimension of the covariate space is comparable, and often much larger, than the number of subjects in the study, and (2) the covariate space is highly structured, and in some cases it is desirable to incorporate this structural information in to the model building process. We approach this problem through the Bayesian variable selection framework, where we assume that the covariates lie on an undirected graph and formulate an Ising prior on the model space for incorporating structural information. Certain computational and statistical problems arise that are unique to such high-dimensional, structured settings, the most interesting being the phenomenon of phase transitions. We propose theoretical and computational schemes to mitigate these problems. We illustrate our methods on two different graph structures: the linear chain and the regular graph of degree k. Finally, we use our methods to study a specific application in genomics: the modeling of transcription factor binding sites in DNA sequences. © 2010 American Statistical Association.

A theory of hypoellipticity and unique ergodicity for semilinear stochastic PDEs

We present a theory of hypoellipticity and unique ergodicity for semilinear parabolic stochastic PDEs with "polynomial" nonlinearities and additive noise, considered as abstract evolution equations in some Hilbert space. It is shown that if Hörmander's bracket condition holds at every point of this Hilbert space, then a lower bound on the Malliavin covariance operatorμt can be obtained. Informally, this bound can be read as "Fix any finite-dimensional projection on a subspace of sufficiently regular functions. Then the eigenfunctions of μt with small eigenvalues have only a very small component in the image of Π." We also show how to use a priori bounds on the solutions to the equation to obtain good control on the dependency of the bounds on the Malliavin matrix on the initial condition. These bounds are sufficient in many cases to obtain the asymptotic strong Feller property introduced in [HM06]. One of the main novel technical tools is an almost sure bound from below on the size of "Wiener polynomials," where the coefficients are possibly non-adapted stochastic processes satisfying a Lips chitz condition. By exploiting the polynomial structure of the equations, this result can be used to replace Norris' lemma, which is unavailable in the present context. We conclude by showing that the two-dimensional stochastic Navier-Stokes equations and a large class of reaction-diffusion equations fit the framework of our theory.

Universal Non-Debye Scaling in the Density of States of Amorphous Solids.

At the jamming transition, amorphous packings are known to display anomalous vibrational modes with a density of states (DOS) that remains constant at low frequency. The scaling of the DOS at higher packing fractions remains, however, unclear. One might expect to find a simple Debye scaling, but recent results from effective medium theory and the exact solution of mean-field models both predict an anomalous, non-Debye scaling. Being mean-field in nature, however, these solutions are only strictly valid in the limit of infinite spatial dimension, and it is unclear what value they have for finite-dimensional systems. Here, we study packings of soft spheres in dimensions 3 through 7 and find, away from jamming, a universal non-Debye scaling of the DOS that is consistent with the mean-field predictions. We also consider how the soft mode participation ratio evolves as dimension increases.

Finite size effects in the presence of a chemical potential: A study in the classical nonlinear O(2) sigma model

In the presence of a chemical potential, the physics of level crossings leads to singularities at zero temperature, even when the spatial volume is finite. These singularities are smoothed out at a finite temperature but leave behind nontrivial finite size effects which must be understood in order to extract thermodynamic quantities using Monte Carlo methods, particularly close to critical points. We illustrate some of these issues using the classical nonlinear O(2) sigma model with a coupling β and chemical potential μ on a 2+1-dimensional Euclidean lattice. In the conventional formulation this model suffers from a sign problem at nonzero chemical potential and hence cannot be studied with the Wolff cluster algorithm. However, when formulated in terms of the worldline of particles, the sign problem is absent, and the model can be studied efficiently with the "worm algorithm." Using this method we study the finite size effects that arise due to the chemical potential and develop an effective quantum mechanical approach to capture the effects. As a side result we obtain energy levels of up to four particles as a function of the box size and uncover a part of the phase diagram in the (β,μ) plane. © 2010 The American Physical Society.

Dimensional dependence of the Stokes-Einstein relation and its violation

We generalize to higher spatial dimensions the Stokes-Einstein relation (SER) as well as the leading correction to diffusivity in finite systems with periodic boundary conditions, and validate these results with numerical simulations. We then investigate the evolution of the high-density SER violation with dimension in simple hard sphere glass formers. The analysis suggests that this SER violation disappears around dimension du = 8, above which it is not observed. The critical exponent associated with the violation appears to evolve linearly in 8 - d, below d = 8, as predicted by Biroli and Bouchaud [J. Phys.: Condens. Matter 19, 205101 (2007)], but the linear coefficient is not consistent with the prediction. The SER violation with d establishes a new benchmark for theory, and its complete description remains an open problem. © 2013 AIP Publishing LLC.